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Asymptotic Distribution of the Maximum Likelihood Estimators of the Parameters of the Right-Truncated Dagum Distribution
Authors:Filippo Domma
Institution:1. Department of Economics and Statistics , University of Calabria , Rende, Italy f.domma@unical.it
Abstract:In this work we have determined the asymptotic distribution of the maximum likelihood estimators of the parameters β, λ, and δ for the right-truncated Dagum model. Some numerical comparisons show that, for each combination of the parameters and for each sample size, the variance of maximum likelihood estimators increases as the truncation point decreases, i.e., with the increase in the cut of the right tail of distribution.
Keywords:Asymptotic variance  Maximum likelihood estimators  Numerical comparisons  Right-truncated model
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